1 December 1991 Fast recursive-least-squares algorithms for Toeplitz matrices
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Abstract
A new derivation of the QR-based fast recursive least squares algorithms for Toeplitz matrices is presented. Algorithms for computing Q and R in the QR decomposition of the data matrix are proposed. These algorithms can be efficiently incorporated with the fast recursive least squares algorithm and can be performed only when they are needed.
© (1991) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Sanzheng Qiao, "Fast recursive-least-squares algorithms for Toeplitz matrices", Proc. SPIE 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II, (1 December 1991); doi: 10.1117/12.49811; https://doi.org/10.1117/12.49811
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